researchgatekuang-liangchang

Kuang-LiangChang.Thispaperdevelopsanewtime-varyingmixturecopula,inwhichthedynamicweightsoffourdistinctcopulasare ...,Thispaperexaminesboththelong-runandshort-runrelationshipsamongthefourregionalhousingmarketsinTaiwan,underthestructuralchangeframework.,Kuang-LiangChang.Thispaperdevelopsanewtime-varyingmixturecopula,inwhichthedynamicweightsoffourdistinctcopulasare ...,Chung-LiangCHANG,Professor(...

An Application of Dynamic Mixture Copula

Kuang-Liang Chang. This paper develops a new time-varying mixture copula, in which the dynamic weights of four distinct copulas are ...

Analysis of structural changes in the relationship between ...

This paper examines both the long-run and short-run relationships among the four regional housing markets in Taiwan, under the structural change framework.

asymmetric V-type or asymmetric increasing

Kuang-Liang Chang. This paper develops a new time-varying mixture copula, in which the dynamic weights of four distinct copulas are ...

Chung

Chung-Liang CHANG, Professor (Full) | Cited by 470 | of National Pingtung University of Science and Technology, Pingtung | Read 70 publications | Contact ...

Four types of tail dependence structures between U.S. ...

2023年12月31日 — This research investigates four tail relationships between the U.S. dollar and S&P 500 returns by a dynamic mixture copula model with a link ...

How did the asset markets change after the Global ...

How Did the Asset Markets Change after the Global Financial Crisis? January 2021 · SSRN Electronic Journal. Kuang- ...

Kuang-Liang Chang National Sun Yat

Kuang-Liang CHANG, Professor (Full) | Cited by 632 | of National Sun Yat-sen University, Kaohsiung (NSYSU) | Read 43 publications | Contact Kuang-Liang ...

The Dynamics of Housing Returns in Singapore

This paper studies the dynamics of housing returns in Singapore. We first extract the movements of Singapore's economic aggregates that are free from ...

Wei

Wei-Kuang Liang. Associate Professor, Acting ... Dive into the research topics where Wei-Kuang Liang is active. ... Chang, W. S., Liang, W. K., Li, D. H., Muggleton ...

張光亮(Kuang

張光亮Kuang-Liang Chang. 教授兼系主任. 研究室. 國研5028. 分機. 5586. 學歷. 台灣大學經濟學博士. 電子信箱. [email protected]. 專長領域.